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41 #include "precomp.hpp"
42 #include <climits>
43 #include <algorithm>
44 #include <cstdarg>
45 
46 #define dprintf(x)
47 #define print_matrix(x)
48 
49 namespace cv
50 {
51 
52 using std::vector;
53 
54 #ifdef ALEX_DEBUG
print_simplex_state(const Mat & c,const Mat & b,double v,const std::vector<int> N,const std::vector<int> B)55 static void print_simplex_state(const Mat& c,const Mat& b,double v,const std::vector<int> N,const std::vector<int> B){
56     printf("\tprint simplex state\n");
57 
58     printf("v=%g\n",v);
59 
60     printf("here c goes\n");
61     print_matrix(c);
62 
63     printf("non-basic: ");
64     print(Mat(N));
65     printf("\n");
66 
67     printf("here b goes\n");
68     print_matrix(b);
69     printf("basic: ");
70 
71     print(Mat(B));
72     printf("\n");
73 }
74 #else
75 #define print_simplex_state(c,b,v,N,B)
76 #endif
77 
78 /**Due to technical considerations, the format of input b and c is somewhat special:
79  *both b and c should be one column bigger than corresponding b and c of linear problem and the leftmost column will be used internally
80  by this procedure - it should not be cleaned before the call to procedure and may contain mess after
81  it also initializes N and B and does not make any assumptions about their init values
82  * @return SOLVELP_UNFEASIBLE if problem is unfeasible, 0 if feasible.
83 */
84 static int initialize_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow);
85 static inline void pivot(Mat_<double>& c,Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,int leaving_index,
86         int entering_index,vector<unsigned int>& indexToRow);
87 /**@return SOLVELP_UNBOUNDED means the problem is unbdd, SOLVELP_MULTI means multiple solutions, SOLVELP_SINGLE means one solution.
88  */
89 static int inner_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow);
90 static void swap_columns(Mat_<double>& A,int col1,int col2);
91 #define SWAP(type,a,b) {type tmp=(a);(a)=(b);(b)=tmp;}
92 
93 //return codes:-2 (no_sol - unbdd),-1(no_sol - unfsbl), 0(single_sol), 1(multiple_sol=>least_l2_norm)
solveLP(const Mat & Func,const Mat & Constr,Mat & z)94 int solveLP(const Mat& Func, const Mat& Constr, Mat& z){
95     dprintf(("call to solveLP\n"));
96 
97     //sanity check (size, type, no. of channels)
98     CV_Assert(Func.type()==CV_64FC1 || Func.type()==CV_32FC1);
99     CV_Assert(Constr.type()==CV_64FC1 || Constr.type()==CV_32FC1);
100     CV_Assert((Func.rows==1 && (Constr.cols-Func.cols==1))||
101             (Func.cols==1 && (Constr.cols-Func.rows==1)));
102 
103     //copy arguments for we will shall modify them
104     Mat_<double> bigC=Mat_<double>(1,(Func.rows==1?Func.cols:Func.rows)+1),
105         bigB=Mat_<double>(Constr.rows,Constr.cols+1);
106     if(Func.rows==1){
107         Func.convertTo(bigC.colRange(1,bigC.cols),CV_64FC1);
108     }else{
109         Mat FuncT=Func.t();
110         FuncT.convertTo(bigC.colRange(1,bigC.cols),CV_64FC1);
111     }
112     Constr.convertTo(bigB.colRange(1,bigB.cols),CV_64FC1);
113     double v=0;
114     vector<int> N,B;
115     vector<unsigned int> indexToRow;
116 
117     if(initialize_simplex(bigC,bigB,v,N,B,indexToRow)==SOLVELP_UNFEASIBLE){
118         return SOLVELP_UNFEASIBLE;
119     }
120     Mat_<double> c=bigC.colRange(1,bigC.cols),
121         b=bigB.colRange(1,bigB.cols);
122 
123     int res=0;
124     if((res=inner_simplex(c,b,v,N,B,indexToRow))==SOLVELP_UNBOUNDED){
125         return SOLVELP_UNBOUNDED;
126     }
127 
128     //return the optimal solution
129     z.create(c.cols,1,CV_64FC1);
130     MatIterator_<double> it=z.begin<double>();
131     unsigned int nsize = (unsigned int)N.size();
132     for(int i=1;i<=c.cols;i++,it++){
133         if(indexToRow[i]<nsize){
134             *it=0;
135         }else{
136             *it=b.at<double>(indexToRow[i]-nsize,b.cols-1);
137         }
138     }
139 
140     return res;
141 }
142 
initialize_simplex(Mat_<double> & c,Mat_<double> & b,double & v,vector<int> & N,vector<int> & B,vector<unsigned int> & indexToRow)143 static int initialize_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow){
144     N.resize(c.cols);
145     N[0]=0;
146     for (std::vector<int>::iterator it = N.begin()+1 ; it != N.end(); ++it){
147         *it=it[-1]+1;
148     }
149     B.resize(b.rows);
150     B[0]=(int)N.size();
151     for (std::vector<int>::iterator it = B.begin()+1 ; it != B.end(); ++it){
152         *it=it[-1]+1;
153     }
154     indexToRow.resize(c.cols+b.rows);
155     indexToRow[0]=0;
156     for (std::vector<unsigned int>::iterator it = indexToRow.begin()+1 ; it != indexToRow.end(); ++it){
157         *it=it[-1]+1;
158     }
159     v=0;
160 
161     int k=0;
162     {
163         double min=DBL_MAX;
164         for(int i=0;i<b.rows;i++){
165             if(b(i,b.cols-1)<min){
166                 min=b(i,b.cols-1);
167                 k=i;
168             }
169         }
170     }
171 
172     if(b(k,b.cols-1)>=0){
173         N.erase(N.begin());
174         for (std::vector<unsigned int>::iterator it = indexToRow.begin()+1 ; it != indexToRow.end(); ++it){
175             --(*it);
176         }
177         return 0;
178     }
179 
180     Mat_<double> old_c=c.clone();
181     c=0;
182     c(0,0)=-1;
183     for(int i=0;i<b.rows;i++){
184         b(i,0)=-1;
185     }
186 
187     print_simplex_state(c,b,v,N,B);
188 
189     dprintf(("\tWE MAKE PIVOT\n"));
190     pivot(c,b,v,N,B,k,0,indexToRow);
191 
192     print_simplex_state(c,b,v,N,B);
193 
194     inner_simplex(c,b,v,N,B,indexToRow);
195 
196     dprintf(("\tAFTER INNER_SIMPLEX\n"));
197     print_simplex_state(c,b,v,N,B);
198 
199     unsigned int nsize = (unsigned int)N.size();
200     if(indexToRow[0]>=nsize){
201         int iterator_offset=indexToRow[0]-nsize;
202         if(b(iterator_offset,b.cols-1)>0){
203             return SOLVELP_UNFEASIBLE;
204         }
205         pivot(c,b,v,N,B,iterator_offset,0,indexToRow);
206     }
207 
208     vector<int>::iterator iterator;
209     {
210         int iterator_offset=indexToRow[0];
211         iterator=N.begin()+iterator_offset;
212         std::iter_swap(iterator,N.begin());
213         SWAP(int,indexToRow[*iterator],indexToRow[0]);
214         swap_columns(c,iterator_offset,0);
215         swap_columns(b,iterator_offset,0);
216     }
217 
218     dprintf(("after swaps\n"));
219     print_simplex_state(c,b,v,N,B);
220 
221     //start from 1, because we ignore x_0
222     c=0;
223     v=0;
224     for(int I=1;I<old_c.cols;I++){
225         if(indexToRow[I]<nsize){
226             dprintf(("I=%d from nonbasic\n",I));
227             int iterator_offset=indexToRow[I];
228             c(0,iterator_offset)+=old_c(0,I);
229             print_matrix(c);
230         }else{
231             dprintf(("I=%d from basic\n",I));
232             int iterator_offset=indexToRow[I]-nsize;
233             c-=old_c(0,I)*b.row(iterator_offset).colRange(0,b.cols-1);
234             v+=old_c(0,I)*b(iterator_offset,b.cols-1);
235             print_matrix(c);
236         }
237     }
238 
239     dprintf(("after restore\n"));
240     print_simplex_state(c,b,v,N,B);
241 
242     N.erase(N.begin());
243     for (std::vector<unsigned int>::iterator it = indexToRow.begin()+1 ; it != indexToRow.end(); ++it){
244         --(*it);
245     }
246     return 0;
247 }
248 
inner_simplex(Mat_<double> & c,Mat_<double> & b,double & v,vector<int> & N,vector<int> & B,vector<unsigned int> & indexToRow)249 static int inner_simplex(Mat_<double>& c, Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,vector<unsigned int>& indexToRow){
250     int count=0;
251     for(;;){
252         dprintf(("iteration #%d\n",count));
253         count++;
254 
255         static MatIterator_<double> pos_ptr;
256         int e=-1,pos_ctr=0,min_var=INT_MAX;
257         bool all_nonzero=true;
258         for(pos_ptr=c.begin();pos_ptr!=c.end();pos_ptr++,pos_ctr++){
259             if(*pos_ptr==0){
260                 all_nonzero=false;
261             }
262             if(*pos_ptr>0){
263                 if(N[pos_ctr]<min_var){
264                     e=pos_ctr;
265                     min_var=N[pos_ctr];
266                 }
267             }
268         }
269         if(e==-1){
270             dprintf(("hello from e==-1\n"));
271             print_matrix(c);
272             if(all_nonzero==true){
273                 return SOLVELP_SINGLE;
274             }else{
275                 return SOLVELP_MULTI;
276             }
277         }
278 
279         int l=-1;
280         min_var=INT_MAX;
281         double min=DBL_MAX;
282         int row_it=0;
283         MatIterator_<double> min_row_ptr=b.begin();
284         for(MatIterator_<double> it=b.begin();it!=b.end();it+=b.cols,row_it++){
285             double myite=0;
286             //check constraints, select the tightest one, reinforcing Bland's rule
287             if((myite=it[e])>0){
288                 double val=it[b.cols-1]/myite;
289                 if(val<min || (val==min && B[row_it]<min_var)){
290                     min_var=B[row_it];
291                     min_row_ptr=it;
292                     min=val;
293                     l=row_it;
294                 }
295             }
296         }
297         if(l==-1){
298             return SOLVELP_UNBOUNDED;
299         }
300         dprintf(("the tightest constraint is in row %d with %g\n",l,min));
301 
302         pivot(c,b,v,N,B,l,e,indexToRow);
303 
304         dprintf(("objective, v=%g\n",v));
305         print_matrix(c);
306         dprintf(("constraints\n"));
307         print_matrix(b);
308         dprintf(("non-basic: "));
309         print_matrix(Mat(N));
310         dprintf(("basic: "));
311         print_matrix(Mat(B));
312     }
313 }
314 
pivot(Mat_<double> & c,Mat_<double> & b,double & v,vector<int> & N,vector<int> & B,int leaving_index,int entering_index,vector<unsigned int> & indexToRow)315 static inline void pivot(Mat_<double>& c,Mat_<double>& b,double& v,vector<int>& N,vector<int>& B,
316         int leaving_index,int entering_index,vector<unsigned int>& indexToRow){
317     double Coef=b(leaving_index,entering_index);
318     for(int i=0;i<b.cols;i++){
319         if(i==entering_index){
320             b(leaving_index,i)=1/Coef;
321         }else{
322             b(leaving_index,i)/=Coef;
323         }
324     }
325 
326     for(int i=0;i<b.rows;i++){
327         if(i!=leaving_index){
328             double coef=b(i,entering_index);
329             for(int j=0;j<b.cols;j++){
330                 if(j==entering_index){
331                     b(i,j)=-coef*b(leaving_index,j);
332                 }else{
333                     b(i,j)-=(coef*b(leaving_index,j));
334                 }
335             }
336         }
337     }
338 
339     //objective function
340     Coef=c(0,entering_index);
341     for(int i=0;i<(b.cols-1);i++){
342         if(i==entering_index){
343             c(0,i)=-Coef*b(leaving_index,i);
344         }else{
345             c(0,i)-=Coef*b(leaving_index,i);
346         }
347     }
348     dprintf(("v was %g\n",v));
349     v+=Coef*b(leaving_index,b.cols-1);
350 
351     SWAP(int,N[entering_index],B[leaving_index]);
352     SWAP(int,indexToRow[N[entering_index]],indexToRow[B[leaving_index]]);
353 }
354 
swap_columns(Mat_<double> & A,int col1,int col2)355 static inline void swap_columns(Mat_<double>& A,int col1,int col2){
356     for(int i=0;i<A.rows;i++){
357         double tmp=A(i,col1);
358         A(i,col1)=A(i,col2);
359         A(i,col2)=tmp;
360     }
361 }
362 }
363